+321.4%
AU vs EXR
+2,662.2%
-2,340.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -3.6% | -2.6% | -1.1% | -3.0% |
| 30D | +23.9% | -7.2% | +31.1% | +26.3% |
| 3M | +19.1% | -3.5% | +22.6% | +19.9% |
| 6M | -0.2% | -5.3% | +5.1% | +1.3% |
| YTD | +32.5% | +9.4% | +23.1% | +29.5% |
| 1Y | +96.9% | +1.3% | +95.6% | +96.0% |
| 3Y | +614.7% | +22.4% | +592.3% | +571.4% |
| 5Y | +647.7% | -12.2% | +659.9% | +650.8% |
| 10Y | +679.2% | +148.6% | +530.6% | +473.6% |
| All | +321.4% | +2,662.2% | -2,340.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling